+71.6%
IBM vs NCLH
-7.2%
+78.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -1.5% | -20.1% | +18.6% | +1.8% |
| 3M | -16.8% | -17.0% | +0.3% | -14.7% |
| 6M | -9.0% | -23.2% | +14.2% | -6.2% |
| YTD | -20.1% | -31.0% | +11.0% | -16.5% |
| 1Y | -7.0% | -37.3% | +30.2% | -2.1% |
| All | +71.6% | -7.2% | +78.8% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling